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Installation

Requirements

online-fdr requires Python 3.10 or higher and has minimal dependencies:

  • numpy >= 1.20.0
  • scipy >= 1.9.0

The easiest way to install online-fdr is using pip:

pip install online-fdr

Install with Optional Dependencies

For development and extended functionality:

git clone https://github.com/OliverHennhoefer/online-fdr.git
cd online-fdr
uv sync --group dev
Includes testing, linting, type checking, and parity test tooling: - pytest >= 7.0 - pytest-cov >= 4.0 - ruff >= 0.1.0 - mypy >= 1.0 - rpy2 >= 3.5

pip install online-fdr[docs]
For building documentation locally: - mkdocs-material >= 9.0 - mkdocstrings[python] >= 0.20 - mkdocs-git-revision-date-localized-plugin >= 1.2 - mkdocs-minify-plugin >= 0.6

git clone https://github.com/OliverHennhoefer/online-fdr.git
cd online-fdr
uv sync --group dev --group docs

Install from Source

For the latest development version or to contribute:

Using Git

git clone https://github.com/OliverHennhoefer/online-fdr.git
cd online-fdr
pip install -e .

uv provides faster and more reliable dependency management:

# Install uv if you haven't already
pip install uv

# Clone and install
git clone https://github.com/OliverHennhoefer/online-fdr.git
cd online-fdr
uv sync --group dev --group docs

Development Setup

For contributors, set up a complete development environment:

git clone https://github.com/OliverHennhoefer/online-fdr.git
cd online-fdr

# Install with development dependencies
uv sync --group dev --group docs

# Install pre-commit hooks
uv run pre-commit install

# Run tests to verify installation
uv run pytest

Verify Installation

Test your installation by running:

import online_fdr
from online_fdr.investing.addis.addis import Addis

# Create a simple test
addis = Addis(alpha=0.05, wealth=0.025, lambda_=0.25, tau=0.5)
result = addis.test_one(0.01)
print(f"ADDIS test result: {result}")  # Should print: True
print(f"Package version: {online_fdr.__version__}")

Troubleshooting

Common Issues

Import Error: No module named 'online_fdr'

  • Ensure you've activated the correct virtual environment
  • Try reinstalling: pip uninstall online-fdr && pip install online-fdr

numpy/scipy Version Conflicts

  • Update your dependencies: pip install --upgrade numpy scipy
  • For conda users: conda update numpy scipy

Permission Denied During Installation

  • Use a virtual environment: python -m venv venv && source venv/bin/activate
  • Or install for current user only: pip install --user online-fdr

Platform-Specific Notes

  • Use PowerShell or Command Prompt
  • If using Anaconda, activate your environment first: 
    conda activate your_env_name
pip install online-fdr
  • Xcode command line tools may be required for compiling dependencies
  • Install with: xcode-select --install
  • Most distributions work out of the box
  • For older systems, ensure you have a recent Python version

Virtual Environments

We strongly recommend using virtual environments to avoid dependency conflicts:

python -m venv online-fdr-env
source online-fdr-env/bin/activate  # Linux/macOS
# or
online-fdr-env\Scripts\activate  # Windows
pip install online-fdr

conda create -n online-fdr python=3.11
conda activate online-fdr
pip install online-fdr

poetry new my-project
cd my-project
poetry add online-fdr
poetry shell

Next Steps

Once installed successfully:

  1. Read the Quick Start Guide for your first online FDR experiment
  2. Browse Examples to see real-world applications
  3. Explore API Documentation for detailed method references
  4. Study Theory to understand the mathematical foundations

Need Help?